-61.7%
PATH vs SMR
-56.5%
-5.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.8% | +11.1% | -1.7% |
| 7D | -5.6% | -26.2% | +20.6% | -1.8% |
| 30D | -0.7% | -45.5% | +44.8% | +7.3% |
| 3M | -5.9% | -53.4% | +47.6% | +3.0% |
| 6M | +21.6% | -63.2% | +84.8% | +35.1% |
| YTD | -20.6% | -69.2% | +48.5% | -11.2% |
| 1Y | -10.6% | -88.5% | +77.9% | +13.5% |
| 3Y | -24.9% | +26.7% | -51.6% | -46.0% |
| All | -61.7% | -56.5% | -5.2% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling